Quantitative Strategies Volatility Strategies
SJCERA Says Diversifiers Outperforming, But May Cut Risk Parity
Dec 5, 2023
All five of the diversifying managers that sit within the USD3.6 billion San Joaquin County Employees’ Retirement Association’s crisis risk offset bucket are providing a boost to the allocator’s return profile. The outperformance came even as SJCERA is working to boost its underweight diversifying managers’ allocation as part of a wider portfolio shakeup.
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